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Volumn 11, Issue 3, 1999, Pages 513-516

When do finite sample effects significantly affect entropy estimates?

Author keywords

02.50. r Probability theory, stochastic processes, and statistics

Indexed keywords


EID: 0043284363     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510050963     Document Type: Article
Times cited : (6)

References (19)
  • 11
    • 0006125781 scopus 로고    scopus 로고
    • Flammarion, Paris
    • B. Mandelbrot, Fractals and scaling in finance: discontinuity, concentration, risk (Springer, New York, 1997); B. Mandelbrot, Fractales, hasard et finance (Flammarion, Paris, 1997).
    • (1997) Fractales, Hasard et Finance
    • Mandelbrot, B.1
  • 15
  • 17
    • 85088669605 scopus 로고    scopus 로고
    • k, but we use the fact that d ≪ N
    • k, but we use the fact that d ≪ N.
  • 19
    • 85088669113 scopus 로고    scopus 로고
    • note
    • max and γ < 1 but this divergence becomes effective long after the maximum word size has been exceeded; it is therefore not a matter of concern here.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.